Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 95.85%
August 31, 2024 95.85%
July 31, 2024 95.85%
June 30, 2024 95.85%
May 31, 2024 95.55%
April 30, 2024 95.55%
March 31, 2024 95.33%
February 29, 2024 95.33%
January 31, 2024 95.33%
December 31, 2023 95.33%
November 30, 2023 95.33%
October 31, 2023 95.33%
September 30, 2023 95.33%
August 31, 2023 95.33%
July 31, 2023 95.33%
June 30, 2023 95.33%
May 31, 2023 96.15%
April 30, 2023 96.50%
March 31, 2023 96.50%
February 28, 2023 96.50%
January 31, 2023 96.50%
December 31, 2022 96.50%
November 30, 2022 96.74%
October 31, 2022 97.30%
September 30, 2022 97.40%
Date Value
August 31, 2022 97.40%
July 31, 2022 97.40%
June 30, 2022 97.40%
May 31, 2022 97.40%
April 30, 2022 97.40%
March 31, 2022 97.40%
February 28, 2022 97.70%
January 31, 2022 97.70%
December 31, 2021 99.00%
November 30, 2021 99.00%
October 31, 2021 99.00%
September 30, 2021 99.00%
August 31, 2021 99.00%
July 31, 2021 99.00%
June 30, 2021 99.00%
May 31, 2021 99.00%
April 30, 2021 99.00%
March 31, 2021 99.00%
February 28, 2021 99.00%
January 31, 2021 99.00%
December 31, 2020 99.00%
November 30, 2020 99.00%
October 31, 2020 99.00%
September 30, 2020 99.00%
August 31, 2020 99.00%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

95.33%
Minimum
Jun 2023
99.00%
Maximum
Nov 2019
97.49%
Average
97.40%
Median
Mar 2022